CME Australian Dollar Future March 2018


Trading Metrics calculated at close of trading on 21-Nov-2017
Day Change Summary
Previous Current
20-Nov-2017 21-Nov-2017 Change Change % Previous Week
Open 0.7551 0.7545 -0.0006 -0.1% 0.7641
High 0.7565 0.7582 0.0017 0.2% 0.7657
Low 0.7539 0.7527 -0.0012 -0.2% 0.7530
Close 0.7540 0.7577 0.0037 0.5% 0.7560
Range 0.0026 0.0055 0.0029 111.5% 0.0127
ATR 0.0048 0.0048 0.0001 1.0% 0.0000
Volume 533 473 -60 -11.3% 1,562
Daily Pivots for day following 21-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7727 0.7707 0.7607
R3 0.7672 0.7652 0.7592
R2 0.7617 0.7617 0.7587
R1 0.7597 0.7597 0.7582 0.7607
PP 0.7562 0.7562 0.7562 0.7567
S1 0.7542 0.7542 0.7572 0.7552
S2 0.7507 0.7507 0.7567
S3 0.7452 0.7487 0.7562
S4 0.7397 0.7432 0.7547
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.7963 0.7889 0.7630
R3 0.7836 0.7762 0.7595
R2 0.7709 0.7709 0.7583
R1 0.7635 0.7635 0.7572 0.7609
PP 0.7582 0.7582 0.7582 0.7569
S1 0.7508 0.7508 0.7548 0.7482
S2 0.7455 0.7455 0.7537
S3 0.7328 0.7381 0.7525
S4 0.7201 0.7254 0.7490
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7610 0.7527 0.0083 1.1% 0.0044 0.6% 60% False True 376
10 0.7684 0.7527 0.0157 2.1% 0.0041 0.5% 32% False True 316
20 0.7773 0.7527 0.0246 3.2% 0.0048 0.6% 20% False True 250
40 0.7884 0.7527 0.0357 4.7% 0.0045 0.6% 14% False True 148
60 0.8100 0.7527 0.0573 7.6% 0.0051 0.7% 9% False True 109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7816
2.618 0.7726
1.618 0.7671
1.000 0.7637
0.618 0.7616
HIGH 0.7582
0.618 0.7561
0.500 0.7555
0.382 0.7548
LOW 0.7527
0.618 0.7493
1.000 0.7472
1.618 0.7438
2.618 0.7383
4.250 0.7293
Fisher Pivots for day following 21-Nov-2017
Pivot 1 day 3 day
R1 0.7570 0.7572
PP 0.7562 0.7567
S1 0.7555 0.7563

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These figures are updated between 7pm and 10pm EST after a trading day.

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